[Bayes++] Q about available functionality

[Vadim <vo...@ya...>]

Hi,

I am selecting a library for state-space modeling and have some  
general questions about Bayes++.  I am new to the area and it's hard  
for me to assess suitability of the library from reading the code and  
the Doxygen  docs.

1. Does the library have methods for estimation of innovation  
covariance matrixes if they are not a-priory known?
2. Any methods for estimating the initial state of the filters?
3. How does Bayes++ fare against the Bayesian Filtering Library,  
http://people.mech.kuleuven.be/~kgadeyne/bfl.html ? The latter sure  
looks less polished, but what about functionality?
4. Did anyone try to compile Bayes++ with gcc 3.2.3. I read the list  
of tested compilers, but it would help me to know that 3.2.3 will not  
compile the library for sure.

I should say that (at least from the first glance) Bayes++ looks like  
a well designed library and I have a strong itch to try it out.

Thanks,
Vadim